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JP Morgan Call 76 JCI 17.01.2025/  DE000JL67Y73  /

EUWAX
10/11/2024  10:50:51 AM Chg.0.000 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.650EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 76.00 - 1/17/2025 Call
 

Master data

WKN: JL67Y7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.59
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.23
Parity: -0.50
Time value: 0.74
Break-even: 83.40
Moneyness: 0.93
Premium: 0.18
Premium p.a.: 0.84
Spread abs.: 0.03
Spread %: 4.23%
Delta: 0.49
Theta: -0.05
Omega: 4.71
Rho: 0.07
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.17%
1 Month  
+47.73%
3 Months  
+20.37%
YTD  
+116.67%
1 Year  
+160.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.600
1M High / 1M Low: 0.730 0.440
6M High / 6M Low: 0.820 0.230
High (YTD): 5/28/2024 0.820
Low (YTD): 2/1/2024 0.120
52W High: 5/28/2024 0.820
52W Low: 2/1/2024 0.120
Avg. price 1W:   0.625
Avg. volume 1W:   0.000
Avg. price 1M:   0.604
Avg. volume 1M:   0.000
Avg. price 6M:   0.513
Avg. volume 6M:   0.000
Avg. price 1Y:   0.388
Avg. volume 1Y:   0.000
Volatility 1M:   81.89%
Volatility 6M:   160.36%
Volatility 1Y:   165.53%
Volatility 3Y:   -